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TPXG.L vs. JPNL.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TPXG.L and JPNL.L is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

TPXG.L vs. JPNL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Japan Topix UCITS ETF JPY (TPXG.L) and Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR (JPNL.L). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
7.54%
7.52%
TPXG.L
JPNL.L

Key characteristics

Sharpe Ratio

TPXG.L:

0.56

JPNL.L:

0.89

Sortino Ratio

TPXG.L:

0.84

JPNL.L:

1.26

Omega Ratio

TPXG.L:

1.12

JPNL.L:

1.18

Calmar Ratio

TPXG.L:

0.70

JPNL.L:

1.20

Martin Ratio

TPXG.L:

2.03

JPNL.L:

3.59

Ulcer Index

TPXG.L:

4.30%

JPNL.L:

4.11%

Daily Std Dev

TPXG.L:

15.66%

JPNL.L:

16.77%

Max Drawdown

TPXG.L:

-49.79%

JPNL.L:

-25.42%

Current Drawdown

TPXG.L:

-0.79%

JPNL.L:

-0.87%

Returns By Period

The year-to-date returns for both investments are quite close, with TPXG.L having a 3.51% return and JPNL.L slightly higher at 3.58%.


TPXG.L

YTD

3.51%

1M

2.53%

6M

10.61%

1Y

9.03%

5Y*

5.52%

10Y*

N/A

JPNL.L

YTD

3.58%

1M

2.54%

6M

10.58%

1Y

7.52%

5Y*

7.12%

10Y*

10.47%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TPXG.L vs. JPNL.L - Expense Ratio Comparison

TPXG.L has a 0.20% expense ratio, which is lower than JPNL.L's 0.45% expense ratio.


JPNL.L
Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR
Expense ratio chart for JPNL.L: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for TPXG.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

TPXG.L vs. JPNL.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TPXG.L
The Risk-Adjusted Performance Rank of TPXG.L is 2222
Overall Rank
The Sharpe Ratio Rank of TPXG.L is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of TPXG.L is 1818
Sortino Ratio Rank
The Omega Ratio Rank of TPXG.L is 2020
Omega Ratio Rank
The Calmar Ratio Rank of TPXG.L is 3232
Calmar Ratio Rank
The Martin Ratio Rank of TPXG.L is 2323
Martin Ratio Rank

JPNL.L
The Risk-Adjusted Performance Rank of JPNL.L is 3737
Overall Rank
The Sharpe Ratio Rank of JPNL.L is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of JPNL.L is 3131
Sortino Ratio Rank
The Omega Ratio Rank of JPNL.L is 3636
Omega Ratio Rank
The Calmar Ratio Rank of JPNL.L is 4747
Calmar Ratio Rank
The Martin Ratio Rank of JPNL.L is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TPXG.L vs. JPNL.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Japan Topix UCITS ETF JPY (TPXG.L) and Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR (JPNL.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for TPXG.L, currently valued at 0.40, compared to the broader market0.002.004.000.400.38
The chart of Sortino ratio for TPXG.L, currently valued at 0.65, compared to the broader market0.005.0010.000.650.62
The chart of Omega ratio for TPXG.L, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.09
The chart of Calmar ratio for TPXG.L, currently valued at 0.58, compared to the broader market0.005.0010.0015.0020.000.580.54
The chart of Martin ratio for TPXG.L, currently valued at 1.49, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.491.38
TPXG.L
JPNL.L

The current TPXG.L Sharpe Ratio is 0.56, which is lower than the JPNL.L Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of TPXG.L and JPNL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.40
0.38
TPXG.L
JPNL.L

Dividends

TPXG.L vs. JPNL.L - Dividend Comparison

TPXG.L has not paid dividends to shareholders, while JPNL.L's dividend yield for the trailing twelve months is around 0.71%.


TTM20242023202220212020201920182017201620152014
TPXG.L
Amundi Japan Topix UCITS ETF JPY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPNL.L
Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR
0.71%0.73%1.23%1.83%1.37%1.14%1.98%1.84%1.43%1.96%1.77%1.85%

Drawdowns

TPXG.L vs. JPNL.L - Drawdown Comparison

The maximum TPXG.L drawdown since its inception was -49.79%, which is greater than JPNL.L's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for TPXG.L and JPNL.L. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.17%
-4.28%
TPXG.L
JPNL.L

Volatility

TPXG.L vs. JPNL.L - Volatility Comparison

Amundi Japan Topix UCITS ETF JPY (TPXG.L) and Lyxor Japan (TOPIX) (DR) UCITS ETF - Dist EUR (JPNL.L) have volatilities of 3.45% and 3.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.45%
3.50%
TPXG.L
JPNL.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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